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Clearing & Settlement

Bursa Malaysia Derivatives Berhad (BMD) is a subsidiary of Bursa Malaysia Berhad established in 1993. BMD provides, operates and maintains equity, interest rates, bond, agricultural commodity (crude palm oil and palm kernel), metal commodities (gold and tin) futures and options market trading and settlement services. BMD products are available on the CME Globex electronic trading platform for greater distribution of the Malaysian derivatives offerings to the global market.

Risk Array File

Risk Array File

This section contains the daily SPAN Risk Parameter File generated by the Clearing House for performance bond calculation. The file comprises the margining information such as Price Scan Range, Volatility Scan Range, Intracommodity Spread Charge, Short Option Minimum and Composite Deltas for all products currently cleared by Bursa Malaysia Derivatives Clearing.

Two files are published daily:

  1. one file for midday close ( bmd_yyyymmdd_m.pa2.zip )
  2. one file after market close for the day ( bmd_yyyymmdd_c.pa2.zip )

The same files can be obtained from CME website.